﻿/*
 Copyright (C) 2008 Siarhei Novik (snovik@gmail.com)
  
 This file is part of QLNet Project http://qlnet.sourceforge.net/

 QLNet is free software: you can redistribute it and/or modify it
 under the terms of the QLNet license.  You should have received a
 copy of the license along with this program; if not, license is  
 available online at <http://qlnet.sourceforge.net/License.html>.
  
 QLNet is a based on QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 The QuantLib license is available online at http://quantlib.org/license.shtml.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace QLNet {
    public class PdeShortRate : PdeSecondOrderParabolic {
        // typedef boost::shared_ptr<OneFactorModel::ShortRateDynamics> argument_type;
        // typedef TransformedGrid grid_type;

        private OneFactorModel.ShortRateDynamics dynamics_;

        public PdeShortRate() { } // required for geerics
        public PdeShortRate(OneFactorModel.ShortRateDynamics d) {
            dynamics_ = d;
        }

        public override double diffusion(double t, double x) {
            return dynamics_.process().diffusion(t, x);
        }

        public override double drift(double t, double x) {
            return dynamics_.process().drift(t, x);
        }

        public override double discount(double t, double x) {
            return dynamics_.shortRate(t,x);
        }

        public override PdeSecondOrderParabolic factory(GeneralizedBlackScholesProcess process) {
            throw new NotSupportedException();
            //return new PdeShortRate(process);
        }
    }
}
